Efficient portfolios in financial markets with proportional transaction costs
Year of publication: |
2013-06-01
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Authors: | Campi, Luciano ; Jouini, Elyès ; Porte, Vincent |
Institutions: | HAL |
Subject: | Cyclic anticomonotonicity | utility maximization | proportional transaction costs | duality | utility price |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00664074 Published, Mathematics and Financial Economics, 2013, 7, 3, 281-304 |
Source: |
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Efficient portfolios in financial markets with proportional transaction costs
Campi, Luciano, (2013)
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Efficient trading strategies in financial markets with proportional transaction costs
Campi, Luciano, (2011)
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Efficient Trading Strategies with Transaction Costs
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Efficient trading strategies in financial markets with proportional transaction costs
Campi, Luciano, (2011)
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Jouini, Elyès, (2007)
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Efficient Trading Strategies with Transaction Costs
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